CME Australian Dollar Future June 2015


Trading Metrics calculated at close of trading on 05-Nov-2014
Day Change Summary
Previous Current
04-Nov-2014 05-Nov-2014 Change Change % Previous Week
Open 0.8605 0.8500 -0.0105 -1.2% 0.8664
High 0.8605 0.8500 -0.0105 -1.2% 0.8746
Low 0.8605 0.8445 -0.0160 -1.9% 0.8656
Close 0.8605 0.8445 -0.0160 -1.9% 0.8656
Range 0.0000 0.0055 0.0055 0.0090
ATR 0.0047 0.0055 0.0008 17.4% 0.0000
Volume 2 2 0 0.0% 8
Daily Pivots for day following 05-Nov-2014
Classic Woodie Camarilla DeMark
R4 0.8628 0.8592 0.8475
R3 0.8573 0.8537 0.8460
R2 0.8518 0.8518 0.8455
R1 0.8482 0.8482 0.8450 0.8473
PP 0.8463 0.8463 0.8463 0.8459
S1 0.8427 0.8427 0.8440 0.8418
S2 0.8408 0.8408 0.8435
S3 0.8353 0.8372 0.8430
S4 0.8298 0.8317 0.8415
Weekly Pivots for week ending 31-Oct-2014
Classic Woodie Camarilla DeMark
R4 0.8956 0.8896 0.8706
R3 0.8866 0.8806 0.8681
R2 0.8776 0.8776 0.8673
R1 0.8716 0.8716 0.8664 0.8701
PP 0.8686 0.8686 0.8686 0.8679
S1 0.8626 0.8626 0.8648 0.8611
S2 0.8596 0.8596 0.8640
S3 0.8506 0.8536 0.8631
S4 0.8416 0.8446 0.8607
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 0.8690 0.8445 0.0245 2.9% 0.0011 0.1% 0% False True 2
10 0.8746 0.8445 0.0301 3.6% 0.0009 0.1% 0% False True 1
20 0.8746 0.8445 0.0301 3.6% 0.0008 0.1% 0% False True 1
40 0.8942 0.8445 0.0497 5.9% 0.0010 0.1% 0% False True 1
60 0.9200 0.8445 0.0755 8.9% 0.0008 0.1% 0% False True 3
Crabel Price Patterns
NR False
NR4 False
NR5 False
NR7 False
WS True
WS4 True
WS5 True
WS7 True
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0001
Widest range in 20 trading days
Fibonacci Retracements and Extensions
4.250 0.8734
2.618 0.8644
1.618 0.8589
1.000 0.8555
0.618 0.8534
HIGH 0.8500
0.618 0.8479
0.500 0.8473
0.382 0.8466
LOW 0.8445
0.618 0.8411
1.000 0.8390
1.618 0.8356
2.618 0.8301
4.250 0.8211
Fisher Pivots for day following 05-Nov-2014
Pivot 1 day 3 day
R1 0.8473 0.8525
PP 0.8463 0.8498
S1 0.8454 0.8472

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These figures are updated between 7pm and 10pm EST after a trading day.

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